Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change On Derivatives Market Before Trading Session Start

Date 21/04/2020

According to the Risk parameters methodology on Derivatives market before trading session start on April 21, 2020 lower bound of price band and risk bound will be changed for CL futures on Derivatives market, market risk rates set as follows:

UnderlyingCurrent market risk ratesNew Market risk rates
after bound changes
MR1MR2MR3MR1MR2MR3
1 CL 20% 25% 33% 48% 53% 61%